-62.6%
IREN vs UPST
-47.4%
-15.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.3% |
| 7D | -4.0% | -12.1% | +8.1% | +2.9% |
| 30D | -40.1% | -13.4% | -26.7% | -35.5% |
| 3M | -47.6% | -31.2% | -16.4% | -36.8% |
| 6M | -62.2% | -28.3% | -33.9% | -55.9% |
| YTD | -44.8% | -53.0% | +8.2% | -23.1% |
| All | -62.6% | -47.4% | -15.2% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling